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st: Panel Data Routines

From   "MOHSEN DERREGIA" <[email protected]>
To   [email protected]
Subject   st: Panel Data Routines
Date   Thu, 4 Jul 2002 11:27:36 +0100

I am looking for written routines to test a two-way error component 
panel data model. xtreg only deals with individual effects, while I 
wish to test for individual as well as time effects for balanced and 
unbalanced panels. Routines for tests for unit root and panel 
heteroscedasticity in both balanced and unbalanced panels will be 
appreciated as well.

Thanks alot,
Mohsen Derregia
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